Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 23.91% | 0.08 CHF | 0.10 CHF | 448,474 | 75,000 | 320,840 | 62,201 | 25,972 CHF | 6,157 CHF | 98.73% | 98.73% |
12/07/2024 | 20.24% | 0.09 CHF | 0.10 CHF | 447,570 | 75,000 | 459,174 | 75,000 | 36,891 CHF | 7,381 CHF | 99.38% | 99.38% |
11/07/2024 | 21.65% | 0.08 CHF | 0.10 CHF | 479,063 | 75,000 | 496,714 | 75,000 | 34,157 CHF | 6,396 CHF | 99.15% | 99.15% |
10/07/2024 | 26.18% | 0.06 CHF | 0.08 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 30,000 CHF | 5,864 CHF | 100.00% | 100.00% |
09/07/2024 | 27.11% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 30,000 CHF | 5,917 CHF | 100.00% | 100.00% |
08/07/2024 | 28.57% | 0.06 CHF | 0.08 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 30,000 CHF | 6,000 CHF | 100.00% | 100.00% |
05/07/2024 | 26.01% | 0.06 CHF | 0.08 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 31,563 CHF | 6,141 CHF | 99.62% | 99.62% |
04/07/2024 | 18.91% | 0.07 CHF | 0.08 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 39,761 CHF | 7,221 CHF | 34.27% | 34.27% |
03/07/2024 | 16.31% | 0.08 CHF | 0.09 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 39,065 CHF | 6,898 CHF | 99.73% | 99.73% |
02/07/2024 | 19.87% | 0.08 CHF | 0.10 CHF | 500,000 | 75,000 | 496,329 | 75,000 | 36,476 CHF | 6,728 CHF | 100.00% | 100.00% |